Engineering topics

Sidi, Avram

Publications and source records attributed to Sidi, Avram.

16 records

NASA NTRS1999

Improving the Accuracy of Quadrature Method Solutions of Fredholm Integral Equations That Arise from Nonlinear Two-Point Boundary Value Problems

In this paper we are concerned with high-accuracy quadrature method solutions of nonlinear Fredholm integral equations of the form y(x) = r(x) + definite integral of g(x, t)F(t,y(t))dt with limits between 0 and 1,0 less than or equal to x les than or equal to 1, where the kernel function g(x,t) is continuous, but its partial derivatives have finite jump discontinuities across x = t. Such integral equations arise, e.g., when one applied Green's function techniques to nonlinear two-point boundary value problems of the form y "(x) =f(x,y(x)), 0 less than or equal to x less than or equal to 1, with y(0) = y(sub 0) and y(l) = y(sub l), or other linear boundary conditions. A quadrature method that is especially suitable and that has been employed for such equations is one based on the trepezoidal rule that has a low accuracy. By analyzing the corresponding Euler-Maclaurin expansion, we derive suitable correction terms that we add to the trapezoidal rule, thus obtaining new numerical quadrature formulas of arbitrarily high accuracy that we also use in defining quadrature methods for the integral equations above. We prove an existence and uniqueness theorem for the quadrature method solutions, and show that their accuracy is the same as that of the underlying quadrature formula. The solution of the nonlinear systems resulting from the quadrature methods is achieved through successive approximations whose convergence is also proved. The results are demonstrated with numerical examples.

Sidi, Avram↗

NASA NTRS1999

Improving the Accuracy of Quadrature Method Solutions of Fredholm Integral Equations that Arise from Nonlinear Two-Point Boundary Value Problems

In this paper we are concerned with high-accuracy quadrature method solutions of nonlinear Fredholm integral equations of the form y(x) = r(x) + integral(0 to 1) g(x,t) F(t, y(t)) dt, 0 less than or equal to x less than or equal to 1, where the kernel function g(x,t) is continuous, but its partial derivatives have finite jump discontinuities across x = t. Such integrals equations arise, e.g., when one applies Green's function techniques to nonlinear two-point boundary value problems of the form U''(x) = f(x,y(x)), 0 less than or equal to x less than or equal to 1, with y(0) = y(sub 0) and g(l) = y(sub 1), or other linear boundary conditions. A quadrature method that is especially suitable and that has been employed for such equations is one based on the trapezoidal rule that has a low accuracy. By analyzing the corresponding Euler-Maclaurin expansion, we derive suitable correction terms that we add to the trapezoidal thus obtaining new numerical quadrature formulas of arbitrarily high accuracy that we also use in defining quadrature methods for the integral equations above. We prove an existence and uniqueness theorem for the quadrature method solutions, and show that their accuracy is the same as that of the underlying quadrature formula. The solution of the nonlinear systems resulting from the quadrature methods is achieved through successive approximations whose convergence is also proved. The results are demonstrated with numerical examples.

Sidi, Avram↗

NASA NTRS1993

An automatic multigrid method for the solution of sparse linear systems

An automatic version of the multigrid method for the solution of linear systems arising from the discretization of elliptic PDE's is presented. This version is based on the structure of the algebraic system solely, and does not use the original partial differential operator. Numerical experiments show that for the Poisson equation the rate of convergence of our method is equal to that of classical multigrid methods. Moreover, the method is robust in the sense that its high rate of convergence is conserved for other classes of problems: non-symmetric, hyperbolic (even with closed characteristics) and problems on non-uniform grids. No double discretization or special treatment of sub-domains (e.g. boundaries) is needed. When supplemented with a vector extrapolation method, high rates of convergence are achieved also for anisotropic and discontinuous problems and also for indefinite Helmholtz equations. A new double discretization strategy is proposed for finite and spectral element schemes and is found better than known strategies.

Shapira, Yair↗

NASA NTRS1993

Efficient Minimum-Polynomial And Reduced-Rank Extrapolation

MPERRE computer program accelerates convergence of sequence of vectors by use of minimum-polynomial extrapolation (MPE) and reduced-rank extrapolation (RRE). Effective in accelerating convergences of such sequences of vectors as those obtained from iterative solution of systems of linear and nonlinear equations. In conjunction with various iterative techniques, successfully employed in finite-difference solution of large-scale elliptic boundary-value problems and problems in computational-fluid-dynamics. Only input required is sequence of vectors, convergence of which is accelerated. Program economical and easy to use. Written in FORTRAN 77.

Sidi, Avram↗

NASA NTRS1992

Application of vector-valued rational approximations to the matrix eigenvalue problem and connections with Krylov subspace methods

Let F(z) be a vectored-valued function F: C approaches C sup N, which is analytic at z=0 and meromorphic in a neighborhood of z=0, and let its Maclaurin series be given. We use vector-valued rational approximation procedures for F(z) that are based on its Maclaurin series in conjunction with power iterations to develop bona fide generalizations of the power method for an arbitrary N X N matrix that may be diagonalizable or not. These generalizations can be used to obtain simultaneously several of the largest distinct eigenvalues and the corresponding invariant subspaces, and present a detailed convergence theory for them. In addition, it is shown that the generalized power methods of this work are equivalent to some Krylov subspace methods, among them the methods of Arnoldi and Lanczos. Thus, the theory provides a set of completely new results and constructions for these Krylov subspace methods. This theory suggests at the same time a new mode of usage for these Krylov subspace methods that were observed to possess computational advantages over their common mode of usage.

Sidi, Avram↗

NASA NTRS1992

Rational approximations from power series of vector-valued meromorphic functions

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Sidi, Avram↗

NASA NTRS1992

Upper bounds for convergence rates of vector extrapolation methods on linear systems with initial iterations

The application of the minimal polynomial extrapolation (MPE) and the reduced rank extrapolation (RRE) to a vector sequence obtained by the linear iterative technique x(sub j) + 1 = Ax(sub j) = b,j = 1,2,..., is considered. Both methods produce a two dimensional array of approximations s(sub n,k) to the solution of the system (I - A)x = b. Here, s(sub n,k) is obtained from the vectors x(sub j), n is less than or equal to j is less than or equal to n + k + 1. It was observed in an earlier publication by the first author that the sequence s(sub n,k), k = 1,2,..., for n greater than 0, but fixed, possesses better convergence properties than the sequence s(sub 0,k), k = 1,2,.... A detailed theoretical explanation for this phenomenon is provided in the present work. This explanation is heavily based on approximations by incomplete polynomials. It is demonstrated by numerical examples when the matrix A is sparse that cycling with s(sub n,k) for n greater than 0, but fixed, produces better convergence rates and costs less computationally than cycling with s(sub 0,k). It is also illustrated numerically with a convection-diffusion problem that the former may produce excellent results where the latter may fail completely. As has been shown in an earlier publication, the results produced by s(sub 0,k) are identical to the corresponding results obtained by applying the Arnoldi method or generalized minimal residual scheme (GMRES) to the system (I - A)x = b.

Sidi, Avram↗

NASA NTRS1990

Efficient Implementation of Minimal Polynomial and Reduced Rank Extrapolation Methods

The minimal polynomial extrapolation (MPE) and reduced rank extrapolation (RRE) are two effective techniques that have been used in accelerating the convergence of vector sequences, such as those that are obtained from iterative solution of linear and nonlinear systems of equation. Their definitions involve some linear least squares problems, and this causes difficulties in their numerical implementation. Timewise efficient and numerically stable implementations for MPE and RRE are developed. A computer program written in FORTRAN 77 is also appended and applied to some model problems.

Sidi, Avram↗

NASA NTRS1990

Convergence acceleration for vector sequences and applications to computational fluid dynamics

Some recent developments in acceleration of convergence methods for vector sequences are reviewed. The methods considered are the minimal polynomial extrapolation, the reduced rank extrapolation, and the modified minimal polynomial extrapolation. The vector sequences to be accelerated are those that are obtained from the iterative solution of linear or nonlinear systems of equations. The convergence and stability properties of these methods as well as different ways of numerical implementation are discussed in detail. Based on the convergence and stability results, strategies that are useful in practical applications are suggested. Two applications to computational fluid mechanics involving the three dimensional Euler equations for ducted and external flows are considered. The numerical results demonstrate the usefulness of the methods in accelerating the convergence of the time marching techniques in the solution of steady state problems.

Sidi, Avram↗

NASA NTRS1989

Quotient-difference type generalizations of the power method and their analysis

The recursion relations that were proposed by W. F. Ford and A. Sidi (Appl. Numer. Math, 4 (1988), pp. 477-489) for implementing vector extrapolation methods are used for devising generalizations of the power method for linear operators. These generalizations are shown to produce approximations to largest eigenvalues of a linear operator under certain conditions. They are similar in form to the quotient-difference algorithm and share similar convergence properties with the latter. These convergence properties also resemble those obtained for the basic LR and QR algorithms. Finally, it is shown that the convergence rate produced by one fo these generalizations is twice as fast for normal operators as it is for nonnormal operators.

Sidi, Avram↗

NASA NTRS1988

Recursive algorithms for vector extrapolation methods

Three classes of recursion relations are devised for implementing some extrapolation methods for vector sequences. One class of recursion relations can be used to implement methods like the modified minimal polynomial extrapolation and the topological epsilon algorithm; another allows implementation of methods like minimal polynomial and reduced rank extrapolation; while the remaining class can be employed in the implementation of the vector E-algorithm. Operation counts and storage requirements for these methods are also discussed, and some related techniques for special applications are also presented. Included are methods for the rapid evaluations of the vector E-algorithm.

Ford, William F.↗

NASA NTRS1988

Convergence acceleration for vector sequences and applications to computational fluid dynamics

Sidi, Avram↗

NASA NTRS1988

Quadrature methods for periodic singular and weakly singular Fredholm integral equations

High-accuracy numerical quadrature methods for integrals of singular periodic functions are proposed. These methods are based on the appropriate Euler-Maclaurin expansions of trapezoidal rule approximations and their extrapolations. They are subsequently used to obtain accurate quadrature methods for the solution of singular and weakly singular Fredholm integral equations. Throughout the development the periodic nature of the problem plays a crucial role. Such periodic equations are used in the solution of planar elliptic boundary value problems such as those that arise in elasticity, potential theory, conformal mapping, and free surface flows. The use of the quadrature methods is demonstrated with numerical examples.

Sidi, Avram↗

NASA NTRS1987

An algorithm for a generalization of the Richardson extrapolation process

The paper presents a recursive method, designated the W exp (m)-algorithm, for implementing a generalization of the Richardson extrapolation process. Compared to the direct solution of the linear sytems of equations defining the extrapolation procedure, this method requires a small number of arithmetic operations and very little storage. The technique is also applied to solve recursively the coefficient problem associated with the rational approximations obtained by applying a d-transformation to power series. In the course of development a new recursive algorithm for implementing a very general extrapolation procedure is introduced, for solving the same problem. A FORTRAN program for the W exp (m)-algorithm is also appended.

Ford, William F.↗

NASA NTRS1987

Extrapolation methods for vector sequences

This paper derives, describes, and compares five extrapolation methods for accelerating convergence of vector sequences or transforming divergent vector sequences to convergent ones. These methods are the scalar epsilon algorithm (SEA), vector epsilon algorithm (VEA), topological epsilon algorithm (TEA), minimal polynomial extrapolation (MPE), and reduced rank extrapolation (RRE). MPE and RRE are first derived and proven to give the exact solution for the right 'essential degree' k. Then, Brezinski's (1975) generalization of the Shanks-Schmidt transform is presented; the generalized form leads from systems of equations to TEA. The necessary connections are then made with SEA and VEA. The algorithms are extended to the nonlinear case by cycling, the error analysis for MPE and VEA is sketched, and the theoretical support for quadratic convergence is discussed. Strategies for practical implementation of the methods are considered.

Smith, David A.↗

NASA NTRS1987

Extrapolation methods for divergent oscillatory infinite integrals that are defined in the sense of summability

In a recent work by the author an extrapolation method, the W-transformation, was developed, by which a large class of oscillatory infinite integrals can be computed very efficiently. The results of this work are extended to a class of divergent oscillatory infinite integrals in the present paper. It is shown in particular that these divergent integrals exist in the sense of Abel summability and that the W-transformation can be applied to them without any modifications. Convergence results are stated and numerical examples given.

Sidi, Avram↗